Interest Rates Products

 
 
Repo Interest Rate Benchmark
Tick Size Reduced
Interest Rate Roll Tool
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.740 0 99.745 99.745 99.740 5370
Eurodollar GEM5 Jun 2015 99.630 0 99.635 99.640 99.630 8611
Eurodollar GEU5 Sep 2015 99.460 +0.005 99.455 99.465 99.455 14009
Eurodollar GEZ5 Dec 2015 99.235 +0.01 99.230 99.240 99.225 17141
Eurodollar GEH6 Mar 2016 99.000 +0.01 98.990 99.010 98.990 11746
Eurodollar GEM6 Jun 2016 98.765 +0.015 98.750 98.770 98.745 15466
Eurodollar GEU6 Sep 2016 98.535 +0.025 98.510 98.535 98.510 8393
Eurodollar GEZ6 Dec 2016 98.310 +0.025 98.285 98.310 98.280 16066
10-Year U.S. Treasury Note ZNZ4 Dec 2014 127'175 +0'060 127'095 127'180 127'090 73921
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'210 b +0'020 102'180 102'215 102'180 49
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 - - - - -
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.740 0 99.745 99.745 99.740 5370
Eurodollar GEM5 Jun 2015 99.630 0 99.635 99.640 99.630 8611
Eurodollar GEU5 Sep 2015 99.460 +0.005 99.455 99.465 99.455 14009
Eurodollar GEZ5 Dec 2015 99.235 +0.01 99.230 99.240 99.225 17141
Eurodollar GEH6 Mar 2016 99.000 +0.01 98.990 99.010 98.990 11746
Eurodollar GEM6 Jun 2016 98.765 +0.015 98.750 98.770 98.745 15466
Eurodollar GEU6 Sep 2016 98.535 +0.025 98.510 98.535 98.510 8393
Eurodollar GEZ6 Dec 2016 98.310 +0.025 98.285 98.310 98.280 16066
30-Day Federal Funds ZQF5 Jan 2015 99.890 0 99.890 99.890 99.890 85
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 160'18 +0'20 159'21 160'18 159'19 3173
U.S. Treasury Bond ZBZ4 Dec 2014 143'24 +0'10 143'10 143'25 143'08 10210
10-Year U.S. Treasury Note ZNZ4 Dec 2014 127'175 +0'060 127'095 127'180 127'090 73921
5-Year U.S. Treasury Note ZFZ4 Dec 2014 120'037 +0'032 119'315 120'042 119'315 41461
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'297 +0'005 109'290 109'300 109'285 14919
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 - - - - -
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'210 b +0'020 102'180 102'215 102'180 49
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 - - - - -
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 111'31 b +0'01 - 111'31 - -
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 100.575 b +0.005 - 100.575 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.